1. ECON734: Spatial Econometrics – Lab 5
Term I,
Yang Zhenlin

2. FE-SDPD Model – Cigarette Demand Data

3. FE-SDPD Model – Cigarette Demand Data
State
Year
Price
Pop
Pop16
CPI
NDI C
PiMin 1 63
28.6
3383
2236.5
30.6
93.9
26.1 3
23.9
1517
982.4
125
24.9 4 27
1907
1296.7
103.4
25.8 5
25.3
17556
12072
142 7
26.8
2716
1883.5
156.2
26.2 8
480
317.7
165.8 9
23.4
792
563.1
246.4
24.7 10
26.3
5532
3996.8
137.5
26.9 11
4206
2768.4
108.3 13 28
689
451.6 97 14
25.4
10369
7115.8
145.5
24.1 15
24.4
4780
3206.7
138.5 16
26.4
2758
1880.7
114.9 …
See cigar.xlsx for full data, and cigar_readme.txt for a description of the data.

4. FE-SDPD Model – Cigarette Demand Data
The subsequent analyses are based on the transformed data give in the file cigarette.xls,
where
column A: observation
column B: state
column C: year
column D: ln(cigarette sales in packs per capita)
column E: ln(price per pack of cigarettes/CPI)
column F: ln(per capita disposable income/CPI)
column G: ln(min price in adjoining states per pack of cigarettes/CPI)
column H: population
column I: population above the age of 16
See cigarette_reame.txt for a detailed description of the data.
For the original data, see cigar.xlsx and cigar_readme.txt

5. m-Files, Data Files, and Weight Files
Main m-Files
SDPD816_SE_App.m: Fit SED model; Calls FnAQSE_SE.m,
FnCQMLE_SE.m, and FnFQMLE_SE.m
SDPD816_SL_App.m: Fit SLD model; Calls FnAQSE_SL.m
SDPD816_SLE_App.m: Fit SLE model; Calls FnAQSE_SLE.m
SDPD816_STL_App.m: Fit STL model; Calls FnAQSE_STL.m
SDPD816_STLE_App.m: Fit STLE model; Calls FnAQSE_STLE.m
m-functions
FnAQSE_SE.m: For M-Estimation of SED Model
FnFQMLE_SE.m: For Full QMLE of SED Model
FnAQSE_SL.m: For M-Estimation of SLD Model
FnAQSE_SLE.m: For M-Estimation of SLE Model
FnAQSE_STL.m: For M-Estimation of STL Model
FnAQSE_STLE.m: For M-Estimation of STLE Model
FnCQMLE_SE.m: For CQML-Estimation of SED Model
FnCQMLE_SL.m: For CQML-Estimation of SLD Model
FnCQMLE_SLE.m: For CQML-Estimation of SLE Model
FnCQMLE_STL.m: For CQML-Estimation of STL Model
FnCQMLE_STLE.m: For CQML-Estimation of STLE Model

6. m-Files, Data Files, and Weight Files
Fn_CMat.m: For computing the C matrix
Fn_DMat.m: For computing the D matrix
Fn_DMat_1.m: For computing the D_1 matrix
Data Files and Readme Files:
cigarrete.xls: transformed cigarrete demand data,
see cigarette_readme.txt
cigar.xlsx: original cigarette demand data,
see cigar_readme.txt
Munnell.xls: Public Capital Productivity Data,
see Munnell_readme.txt
Fatality.xls: Fatality data, see Fatality_readme.txt
Spatial Weight Files
weight_cigarette.xls
weight_Munnell.xls
weight_Fatality.xls